Ninad,
Neo4j provides import feature that can be used to import data from CSV files.
As long as you can export data into the CSV format from your source database,
you should be good to go
http://neo4j.com/developer/guide-importing-data-and-etl/
There is a good blog about migrating from MySQL:
http://neo4j.com/blog/data-migration-between-mysql-and-neo4j/
Aleksa